Energy consumption constraints on computing systems are more important than ever. Maintenance costs for high performance systems are limiting the applicability of processing devices with large dissipation power. New solutions are needed to increase both the computation capability and the power efficiency. Moreover, energy efficient applications should balance performance vs. consumption. Therefore power data of components are important. This work presents the most remarkable alternatives to measure the power consumption of different types of computing systems, describing the advantages and limitations of available power measurement systems. Finally, a methodology is proposed to select the right power consumption measurement system taking into account precision of the measure, scalability and controllability of the acquisition system.